Treasury ALM Analyst: IRR Risk Modeling & Compliance

United Community Bank; Greenville (SC); On-site; USD 67,000 - 77,000; Full time

Job summary

United Community Bank seeks a Treasury Liability Asset Analyst to support asset-liability management (ALM) and treasury operations by analyzing interest rate risk, maintaining financial models, and ensuring regulatory compliance.

This role requires strong financial modeling, data reconciliation, and risk measurement skills, with a focus on supporting investment and derivatives activities within a banking environment.

Qualifications

• Bachelor’s degree in finance, economics, mathematics or related field.
• Banking or financial experience is required.
• Experience with financial data and data modelling is preferred.
• Experience in database management is preferred.
• Experience in Asset Liability modelling is preferred.
• Excellent analytical and communication skills.
• Proficiency in Microsoft Office programs.
• Ability to multitask under time constraints.
• Participation in compliance training including Bank Secrecy Act/AML training and other programs.

Responsibilities

• Quantify and report interest rate risk (IRR) position using ALM model.
• Run ALM model and understand its assumptions and outputs.
• Update, maintain, and document model input assumptions.
• Produce monthly IRR measurements (EAR and EVE).
• Reconcile model outputs to G/L and maintain documentation.
• Ensure compliance with regulatory guidance and model policy.
• Support treasury department projects as needed.
• Credit modelling of counterparties in internal credit model and monthly reporting.
• Load monthly bond data into bond analytics software and reconcile with G/L.
• Assist with reporting from bond analytics software and derivatives pricing.

Skills

Analytical thinking

Communication skills

Multitasking

Attention to detail

Excel

Education

Bachelor’s degree (Finance/Economics/Math)

Tools

Database basics

Job description

United Community Bank seeks a Treasury Liability Asset Analyst to support asset-liability management (ALM) and treasury operations by analyzing interest rate risk, maintaining financial models, and ensuring regulatory compliance.

This role requires strong financial modeling, data reconciliation, and risk measurement skills, with a focus on supporting investment and derivatives activities within a banking environment.